Magnetism at the nanoscale has been a very active research area in the past decades, because of its novel fundamental physics and exciting potential applications. We have recently performed an {it ab intio} study of the structural, electronic and magnetic properties of all 3$d$ transition metal (TM) freestanding atomic chains and found that Fe and Ni nanowires have a giant magnetic anisotropy energy (MAE), indicating that these nanowires would have applications in high density magnetic data storages. In this paper, we perform density functional calculations for the Fe, Co and Ni linear atomic chains on Cu(001) surface within the generalized gradient approximation, in order to investigate how the substrates would affect the magnetic properties of the nanowires. We find that Fe, Co and Ni linear chains on Cu(001) surface still have a stable or metastable ferromagnetic state. When spin-orbit coupling (SOC) is included, the spin magnetic moments remain almost unchanged, due to the weakness of SOC in 3$d$ TM chains, whilst significant orbital magnetic moments appear and also are direction-dependent. Finally, we find that the MAE for Fe, and Co remains large, i.e., being not much affected by the presence of Cu substrate.